+1,692.6%
PLTR vs PEGA
-40.5%
+1,733.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | 0.0% |
| 7D | -5.3% | -2.4% | -2.9% | -4.1% |
| 30D | -1.0% | +9.6% | -10.6% | -6.0% |
| 3M | +24.8% | +2.3% | +22.5% | +21.9% |
| 6M | +8.4% | -23.9% | +32.3% | +23.4% |
| YTD | -4.2% | -39.8% | +35.6% | +21.8% |
| 1Y | +9.1% | -37.4% | +46.5% | +33.9% |
| 3Y | +1,025.6% | +53.1% | +972.4% | +613.5% |
| 5Y | +565.8% | -47.2% | +613.0% | +793.7% |
| All | +1,692.6% | -40.5% | +1,733.1% | +2,114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling